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Pricing a contract of linking home reversion plan and long-term care insurance via the principle of equivalent utility

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  • Yugu Xiao

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  • Yugu Xiao, 2011. "Pricing a contract of linking home reversion plan and long-term care insurance via the principle of equivalent utility," Quality & Quantity: International Journal of Methodology, Springer, vol. 45(2), pages 465-475, February.
    • Handle: RePEc:spr:qualqt:v:45:y:2011:i:2:p:465-475
    DOI: 10.1007/s11135-009-9308-x
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    References listed on IDEAS

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    1. Edward J. Szymanoski, 1994. "Risk and the Home Equity Conversion Mortgage," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 22(2), pages 347-366, June.
    2. Merton, Robert C., 1971. "Optimum consumption and portfolio rules in a continuous-time model," Journal of Economic Theory, Elsevier, vol. 3(4), pages 373-413, December.
    3. Merton, Robert C, 1969. "Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case," The Review of Economics and Statistics, MIT Press, vol. 51(3), pages 247-257, August.
    4. Barbara Stucki, 2006. "Using Reverse Mortgages to Manage the Financial Risk of Long-Term Care," North American Actuarial Journal, Taylor & Francis Journals, vol. 10(4), pages 90-102.
    5. Virginia Young, 2003. "Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility," North American Actuarial Journal, Taylor & Francis Journals, vol. 7(1), pages 68-86.
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